• DocumentCode
    3482983
  • Title

    Lower bounds on the variance of deterministic signal parameter estimators using Bayesian inference

  • Author

    Huang, Yufei ; Zhang, Jzanqzu Michelle

  • Author_Institution
    Dept. of Electr. Eng., Texas Univ., San Antonio, TX, USA
  • Volume
    6
  • fYear
    2003
  • fDate
    6-10 April 2003
  • Abstract
    Bayesian estimators have been applied for both random and deterministic parameters. In the Bayesian estimation of deterministic parameters, the randomness is introduced only through the observations, and the prior distributions are adopted to impose certain constraints. In such cases, neither the well known Cramer-Rao lower bound (CRLB) or the posterior CRLB can be used reasonably as the performance lower bounds. We extend the theory of CRLB under the Bayesian framework to provide the lower bounds for both unbiased and biased Bayesian estimators of deterministic parameters. An example is provided to show the effectiveness of the proposed lower bound over other popular lower bounds.
  • Keywords
    Bayes methods; inference mechanisms; parameter estimation; signal processing; statistical analysis; Bayesian estimation; Bayesian inference; Cramer-Rao lower bound; biased estimators; deterministic parameters; deterministic signal parameter estimators; posterior CRLB; random parameters; unbiased estimators; variance lower bounds; Bayesian methods; Maximum likelihood estimation; Mean square error methods; Parameter estimation;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). 2003 IEEE International Conference on
  • ISSN
    1520-6149
  • Print_ISBN
    0-7803-7663-3
  • Type

    conf

  • DOI
    10.1109/ICASSP.2003.1201789
  • Filename
    1201789